VIII: 01, 1-10, LNM 381 (1974)
AZÉMA, Jacques;
MEYER, Paul-André
Une nouvelle représentation du type de Skorohod (
Markov processes)
A Skorohod imbedding theorem for general Markov processes is proved, in which the stopping time is a randomized ``left'' terminal time. A uniqueness result is proved
Comment: The result is deduced from a representation of measures by left additive functionals, due to Azéma (
Invent. Math. 18, 1973 and this volume,
814). A general survey on the Skorohod embedding problem is Ob\lój,
Probab. Surv. 1, 2004
Keywords: Skorohod imbedding,
Multiplicative functionalsNature: Original
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